+8.9%
CRCL vs OKTA
+57.0%
-48.1%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.7% | +3.0% | +1.3% |
| 7D | -11.2% | -2.4% | -8.8% | -10.4% |
| 30D | +27.1% | +13.0% | +14.1% | +21.1% |
| 3M | +9.6% | +41.7% | -32.1% | -6.5% |
| 6M | -19.7% | +105.9% | -125.6% | -46.5% |
| YTD | +14.2% | +92.6% | -78.3% | -21.6% |
| 1Y | -32.2% | +81.1% | -113.3% | -49.1% |
| All | +8.9% | +57.0% | -48.1% | -14.5% |
Cumulative growth
Daily Returns
Daily percentage return beside OKTA.
Daily Out/Under-Performance
Portfolio return minus OKTA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OKTA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded OKTA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling